Bayesian methods are usually shrouded in mystery, hidden behind pages of math that no practitioner has the patience to understand. Why should I even use this complicated black magic if other models are better? Also, since when is there a Bayesian version of simple linear regression? And while we’re at it, what in the world is MCMC and should I even care? The goal of this post is to answer all these questions and to explain the intuition behind Bayesian thinking without using math. To do this, we...